0.375% 10-Year Treasury Inflation Protected Security (TIPS) due July 15, 2027

Interest and OID per $1,000 Face Value for 2020

CUSIP Number	9128282L3	Interest 01/15/20 (184 days)	$1.9721
Dated Date	July 15, 2017	Interest 07/15/20 (182 days)	$1.9652
Ref CPI on Dated Date	244.61839	Interest Total	$3.9373
Original Issue Date	July 31, 2017	Interest 01/15/21 (184 days)

						Purchased on Settelment Date & held to 01/01/21				Held on 01/01/20 & Sold on Settlement Date
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	01/01/20	257.34600	1.05203	170	1.8225	x	x	2.1148	12.44			1.8225	0.00
Thu	01/02/20	257.34155	1.05201	171	1.8332	x	x	2.1041	12.46			1.8332	-0.02
Fri	01/03/20	257.33710	1.05199	172	1.8438	x	x	2.0935	12.48			1.8438	-0.04
Mon	01/06/20	257.32374	1.05194	175	1.8759	x	x	2.0614	12.53			1.8759	-0.09
Tue	01/07/20	257.31929	1.05192	176	1.8866	x	x	2.0507	12.55			1.8866	-0.11
Wed	01/08/20	257.31484	1.05190	177	1.8973	x	x	2.0400	12.57			1.8973	-0.13
Thu	01/09/20	257.31039	1.05188	178	1.9080	x	x	2.0293	12.59			1.9080	-0.15
Fri	01/10/20	257.30594	1.05187	179	1.9187	x	x	2.0186	12.60			1.9187	-0.16
Mon	01/13/20	257.29258	1.05181	182	1.9507	x	x	1.9866	12.66			1.9507	-0.22
Tue	01/14/20	257.28813	1.05179	183	1.9614	x	x	1.9759	12.68			1.9614	-0.24
Wed	01/15/20	257.28368	1.05178	0	0.0000		x	1.9652	12.69	x		1.9721	-0.25
Thu	01/16/20	257.27923	1.05176	1	0.0108		x	1.9544	12.71	x		1.9829	-0.27
Fri	01/17/20	257.27477	1.05174	2	0.0217		x	1.9435	12.73	x		1.9938	-0.29
Mon	01/20/20	257.26142	1.05168	5	0.0542		x	1.9110	12.79	x		2.0263	-0.35
Tue	01/21/20	257.25697	1.05167	6	0.0650		x	1.9002	12.80	x		2.0371	-0.36
Wed	01/22/20	257.25252	1.05165	7	0.0758		x	1.8894	12.82	x		2.0479	-0.38
Thu	01/23/20	257.24806	1.05163	8	0.0867		x	1.8785	12.84	x		2.0588	-0.40
Fri	01/24/20	257.24361	1.05161	9	0.0975		x	1.8677	12.86	x		2.0696	-0.42
Mon	01/27/20	257.23026	1.05156	12	0.1300		x	1.8352	12.91	x		2.1021	-0.47
Tue	01/28/20	257.22581	1.05154	13	0.1408		x	1.8244	12.93	x		2.1129	-0.49
Wed	01/29/20	257.22135	1.05152	14	0.1517		x	1.8135	12.95	x		2.1238	-0.51
Thu	01/30/20	257.21690	1.05150	15	0.1625		x	1.8027	12.97	x		2.1346	-0.53
Fri	01/31/20	257.21245	1.05148	16	0.1733		x	1.7919	12.99	x		2.1454	-0.55
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	02/03/20	257.19186	1.05140	19	0.2058		x	1.7594	13.07	x		2.1779	-0.63
Tue	02/04/20	257.18379	1.05137	20	0.2166		x	1.7486	13.10	x		2.1887	-0.66
Wed	02/05/20	257.17572	1.05133	21	0.2275		x	1.7377	13.14	x		2.1996	-0.70
Thu	02/06/20	257.16766	1.05130	22	0.2383		x	1.7269	13.17	x		2.2104	-0.73
Fri	02/07/20	257.15959	1.05127	23	0.2491		x	1.7161	13.20	x		2.2212	-0.76
Mon	02/10/20	257.13538	1.05117	26	0.2816		x	1.6836	13.30	x		2.2537	-0.86
Tue	02/11/20	257.12731	1.05114	27	0.2924		x	1.6728	13.33	x		2.2645	-0.89
Wed	02/12/20	257.11924	1.05110	28	0.3032		x	1.6620	13.37	x		2.2753	-0.93
Thu	02/13/20	257.11117	1.05107	29	0.3140		x	1.6512	13.40	x		2.2861	-0.96
Fri	02/14/20	257.10310	1.05104	30	0.3248		x	1.6404	13.43	x		2.2969	-0.99
Mon	02/17/20	257.07890	1.05094	33	0.3573		x	1.6079	13.53	x		2.3294	-1.09
Tue	02/18/20	257.07083	1.05091	34	0.3681		x	1.5971	13.56	x		2.3402	-1.12
Wed	02/19/20	257.06276	1.05087	35	0.3789		x	1.5863	13.60	x		2.3510	-1.16
Thu	02/20/20	257.05469	1.05084	36	0.3897		x	1.5755	13.63	x		2.3618	-1.19
Fri	02/21/20	257.04662	1.05081	37	0.4005		x	1.5647	13.66	x		2.3726	-1.22
Mon	02/24/20	257.02241	1.05071	40	0.4330		x	1.5322	13.76	x		2.4051	-1.32
Tue	02/25/20	257.01434	1.05067	41	0.4438		x	1.5214	13.80	x		2.4159	-1.36
Wed	02/26/20	257.00628	1.05064	42	0.4546		x	1.5106	13.83	x		2.4267	-1.39
Thu	02/27/20	256.99821	1.05061	43	0.4654		x	1.4998	13.86	x		2.4375	-1.42
Fri	02/28/20	256.99014	1.05058	44	0.4762		x	1.4890	13.89	x		2.4483	-1.45
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	03/02/20	257.00616	1.05064	47	0.5087		x	1.4565	13.83	x		2.4808	-1.39
Tue	03/03/20	257.03832	1.05077	48	0.5196		x	1.4456	13.70	x		2.4917	-1.26
Wed	03/04/20	257.07048	1.05090	49	0.5305		x	1.4347	13.57	x		2.5026	-1.13
Thu	03/05/20	257.10265	1.05104	50	0.5414		x	1.4238	13.43	x		2.5135	-0.99
Fri	03/06/20	257.13481	1.05117	51	0.5523		x	1.4129	13.30	x		2.5244	-0.86
Mon	03/09/20	257.23129	1.05156	54	0.5850		x	1.3802	12.91	x		2.5571	-0.47
Tue	03/10/20	257.26345	1.05169	55	0.5959		x	1.3693	12.78	x		2.5680	-0.34
Wed	03/11/20	257.29561	1.05182	56	0.6068		x	1.3584	12.65	x		2.5789	-0.21
Thu	03/12/20	257.32777	1.05196	57	0.6177		x	1.3475	12.51	x		2.5898	-0.07
Fri	03/13/20	257.35994	1.05209	58	0.6287		x	1.3365	12.38	x		2.6008	0.06
Mon	03/16/20	257.45642	1.05248	61	0.6614		x	1.3038	11.99	x		2.6335	0.45
Tue	03/17/20	257.48858	1.05261	62	0.6723		x	1.2929	11.86	x		2.6444	0.58
Wed	03/18/20	257.52074	1.05274	63	0.6833		x	1.2819	11.73	x		2.6554	0.71
Thu	03/19/20	257.55290	1.05288	64	0.6942		x	1.2710	11.59	x		2.6663	0.85
Fri	03/20/20	257.58506	1.05301	65	0.7051		x	1.2601	11.46	x		2.6772	0.98
Mon	03/23/20	257.68155	1.05340	68	0.7380		x	1.2272	11.07	x		2.7101	1.37
Tue	03/24/20	257.71371	1.05353	69	0.7489		x	1.2163	10.94	x		2.7210	1.50
Wed	03/25/20	257.74587	1.05367	70	0.7599		x	1.2053	10.80	x		2.7320	1.64
Thu	03/26/20	257.77803	1.05380	71	0.7708		x	1.1944	10.67	x		2.7429	1.77
Fri	03/27/20	257.81019	1.05393	72	0.7818		x	1.1834	10.54	x		2.7539	1.90
Mon	03/30/20	257.90668	1.05432	75	0.8146		x	1.1506	10.15	x		2.7867	2.29
Tue	03/31/20	257.93884	1.05445	76	0.8256		x	1.1396	10.02	x		2.7977	2.42
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	04/01/20	257.97100	1.05459	77	0.8366		x	1.1286	9.88	x		2.8087	2.56
Thu	04/02/20	257.99457	1.05468	78	0.8475		x	1.1177	9.79	x		2.8196	2.65
Fri	04/03/20	258.01813	1.05478	79	0.8585		x	1.1067	9.69	x		2.8306	2.75
Mon	04/06/20	258.08883	1.05507	82	0.8913		x	1.0739	9.40	x		2.8634	3.04
Tue	04/07/20	258.11240	1.05516	83	0.9022		x	1.0630	9.31	x		2.8743	3.13
Wed	04/08/20	258.13597	1.05526	84	0.9132		x	1.0520	9.21	x		2.8853	3.23
Thu	04/09/20	258.15953	1.05536	85	0.9242		x	1.0410	9.11	x		2.8963	3.33
Fri	04/10/20	258.18310	1.05545	86	0.9351		x	1.0301	9.02	x		2.9072	3.42
Mon	04/13/20	258.25380	1.05574	89	0.9680		x	0.9972	8.73	x		2.9401	3.71
Tue	04/14/20	258.27737	1.05584	90	0.9790		x	0.9862	8.63	x		2.9511	3.81
Wed	04/15/20	258.30093	1.05593	91	0.9899		x	0.9753	8.54	x		2.9620	3.90
Thu	04/16/20	258.32450	1.05603	92	1.0009		x	0.9643	8.44	x		2.9730	4.00
Fri	04/17/20	258.34807	1.05613	93	1.0119		x	0.9533	8.34	x		2.9840	4.10
Mon	04/20/20	258.41877	1.05642	96	1.0448		x	0.9204	8.05	x		3.0169	4.39
Tue	04/21/20	258.44233	1.05651	97	1.0558		x	0.9094	7.96	x		3.0279	4.48
Wed	04/22/20	258.46590	1.05661	98	1.0668		x	0.8984	7.86	x		3.0389	4.58
Thu	04/23/20	258.48947	1.05670	99	1.0777		x	0.8875	7.77	x		3.0498	4.67
Fri	04/24/20	258.51303	1.05680	100	1.0887		x	0.8765	7.67	x		3.0608	4.77
Mon	04/27/20	258.58373	1.05709	103	1.1217		x	0.8435	7.38	x		3.0938	5.06
Tue	04/28/20	258.60730	1.05719	104	1.1327		x	0.8325	7.28	x		3.1048	5.16
Wed	04/29/20	258.63087	1.05728	105	1.1437		x	0.8215	7.19	x		3.1158	5.25
Thu	04/30/20	258.65443	1.05738	106	1.1547		x	0.8105	7.09	x		3.1268	5.35
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Fri	05/01/20	258.67800	1.05748	107	1.1657		x	0.7995	6.99	x		3.1378	5.45
Mon	05/04/20	258.62352	1.05725	110	1.1981		x	0.7671	7.22	x		3.1702	5.22
Tue	05/05/20	258.60535	1.05718	111	1.2089		x	0.7563	7.29	x		3.1810	5.15
Wed	05/06/20	258.58719	1.05710	112	1.2197		x	0.7455	7.37	x		3.1918	5.07
Thu	05/07/20	258.56903	1.05703	113	1.2305		x	0.7347	7.44	x		3.2026	5.00
Fri	05/08/20	258.55087	1.05696	114	1.2413		x	0.7239	7.51	x		3.2134	4.93
Mon	05/11/20	258.49639	1.05673	117	1.2737		x	0.6915	7.74	x		3.2458	4.70
Tue	05/12/20	258.47823	1.05666	118	1.2845		x	0.6807	7.81	x		3.2566	4.63
Wed	05/13/20	258.46006	1.05658	119	1.2953		x	0.6699	7.89	x		3.2674	4.55
Thu	05/14/20	258.44190	1.05651	120	1.3061		x	0.6591	7.96	x		3.2782	4.48
Fri	05/15/20	258.42374	1.05644	121	1.3169		x	0.6483	8.03	x		3.2890	4.41
Mon	05/18/20	258.36926	1.05621	124	1.3493		x	0.6159	8.26	x		3.3214	4.18
Tue	05/19/20	258.35110	1.05614	125	1.3601		x	0.6051	8.33	x		3.3322	4.11
Wed	05/20/20	258.33294	1.05607	126	1.3709		x	0.5943	8.40	x		3.3430	4.04
Thu	05/21/20	258.31477	1.05599	127	1.3816		x	0.5836	8.48	x		3.3537	3.96
Fri	05/22/20	258.29661	1.05592	128	1.3924		x	0.5728	8.55	x		3.3645	3.89
Mon	05/25/20	258.24213	1.05569	131	1.4247		x	0.5405	8.78	x		3.3968	3.66
Tue	05/26/20	258.22397	1.05562	132	1.4355		x	0.5297	8.85	x		3.4076	3.59
Wed	05/27/20	258.20581	1.05555	133	1.4463		x	0.5189	8.92	x		3.4184	3.52
Thu	05/28/20	258.18765	1.05547	134	1.4571		x	0.5081	9.00	x		3.4292	3.44
Fri	05/29/20	258.16948	1.05540	135	1.4678		x	0.4974	9.07	x		3.4399	3.37
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	06/01/20	258.11500	1.05517	138	1.5001		x	0.4651	9.30	x		3.4722	3.14
Tue	06/02/20	258.05747	1.05494	139	1.5107		x	0.4545	9.53	x		3.4828	2.91
Wed	06/03/20	257.99993	1.05470	140	1.5212		x	0.4440	9.77	x		3.4933	2.67
Thu	06/04/20	257.94240	1.05447	141	1.5317		x	0.4335	10.00	x		3.5038	2.44
Fri	06/05/20	257.88487	1.05423	142	1.5422		x	0.4230	10.24	x		3.5143	2.20
Mon	06/08/20	257.71227	1.05353	145	1.5738		x	0.3914	10.94	x		3.5459	1.50
Tue	06/09/20	257.65473	1.05329	146	1.5843		x	0.3809	11.18	x		3.5564	1.26
Wed	06/10/20	257.59720	1.05306	147	1.5948		x	0.3704	11.41	x		3.5669	1.03
Thu	06/11/20	257.53967	1.05282	148	1.6053		x	0.3599	11.65	x		3.5774	0.79
Fri	06/12/20	257.48213	1.05259	149	1.6158		x	0.3494	11.88	x		3.5879	0.56
Mon	06/15/20	257.30953	1.05188	152	1.6472		x	0.3180	12.59	x		3.6193	-0.15
Tue	06/16/20	257.25200	1.05165	153	1.6576		x	0.3076	12.82	x		3.6297	-0.38
Wed	06/17/20	257.19447	1.05141	154	1.6681		x	0.2971	13.06	x		3.6402	-0.62
Thu	06/18/20	257.13693	1.05118	155	1.6786		x	0.2866	13.29	x		3.6507	-0.85
Fri	06/19/20	257.07940	1.05094	156	1.6890		x	0.2762	13.53	x		3.6611	-1.09
Mon	06/22/20	256.90680	1.05024	159	1.7203		x	0.2449	14.23	x		3.6924	-1.79
Tue	06/23/20	256.84927	1.05000	160	1.7308		x	0.2344	14.47	x		3.7029	-2.03
Wed	06/24/20	256.79173	1.04976	161	1.7412		x	0.2240	14.71	x		3.7133	-2.27
Thu	06/25/20	256.73420	1.04953	162	1.7516		x	0.2136	14.94	x		3.7237	-2.50
Fri	06/26/20	256.67667	1.04929	163	1.7620		x	0.2032	15.18	x		3.7341	-2.74
Mon	06/29/20	256.50407	1.04859	166	1.7933		x	0.1719	15.88	x		3.7654	-3.44
Tue	06/30/20	256.44653	1.04835	167	1.8037		x	0.1615	16.12	x		3.7758	-3.68
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Wed	07/01/20	256.38900	1.04812	168	1.8141		x	0.1511	16.35	x		3.7862	-3.91
Thu	07/02/20	256.38916	1.04812	169	1.8249		x	0.1403	16.35	x		3.7970	-3.91
Fri	07/03/20	256.38932	1.04812	170	1.8356		x	0.1296	16.35	x		3.8077	-3.91
Mon	07/06/20	256.38981	1.04812	173	1.8680		x	0.0972	16.35	x		3.8401	-3.91
Tue	07/07/20	256.38997	1.04812	174	1.8788		x	0.0864	16.35	x		3.8509	-3.91
Wed	07/08/20	256.39013	1.04812	175	1.8896		x	0.0756	16.35	x		3.8617	-3.91
Thu	07/09/20	256.39029	1.04812	176	1.9004		x	0.0648	16.35	x		3.8725	-3.91
Fri	07/10/20	256.39045	1.04812	177	1.9112		x	0.0540	16.35	x		3.8833	-3.91
Mon	07/13/20	256.39094	1.04813	180	1.9436		x	0.0216	16.34	x		3.9157	-3.90
Tue	07/14/20	256.39110	1.04813	181	1.9544		x	0.0108	16.34	x		3.9265	-3.90
Wed	07/15/20	256.39126	1.04813	0	0.0000			0.0000	16.34	x	x	3.9373	-3.90
Thu	07/16/20	256.39142	1.04813	1	0.0107			-0.0107	16.34	x	x	3.9480	-3.90
Fri	07/17/20	256.39158	1.04813	2	0.0214			-0.0214	16.34	x	x	3.9587	-3.90
Mon	07/20/20	256.39206	1.04813	5	0.0534			-0.0534	16.34	x	x	3.9907	-3.90
Tue	07/21/20	256.39223	1.04813	6	0.0641			-0.0641	16.34	x	x	4.0014	-3.90
Wed	07/22/20	256.39239	1.04813	7	0.0748			-0.0748	16.34	x	x	4.0121	-3.90
Thu	07/23/20	256.39255	1.04813	8	0.0854			-0.0854	16.34	x	x	4.0227	-3.90
Fri	07/24/20	256.39271	1.04813	9	0.0961			-0.0961	16.34	x	x	4.0334	-3.90
Mon	07/27/20	256.39319	1.04814	12	0.1282			-0.1282	16.33	x	x	4.0655	-3.89
Tue	07/28/20	256.39335	1.04814	13	0.1389			-0.1389	16.33	x	x	4.0762	-3.89
Wed	07/29/20	256.39352	1.04814	14	0.1495			-0.1495	16.33	x	x	4.0868	-3.89
Thu	07/30/20	256.39368	1.04814	15	0.1602			-0.1602	16.33	x	x	4.0975	-3.89
Fri	07/31/20	256.39384	1.04814	16	0.1709			-0.1709	16.33	x	x	4.1082	-3.89
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	08/03/20	256.48452	1.04851	19	0.2030			-0.2030	15.96	x	x	4.1403	-3.52
Tue	08/04/20	256.52977	1.04869	20	0.2137			-0.2137	15.78	x	x	4.1510	-3.34
Wed	08/05/20	256.57503	1.04888	21	0.2245			-0.2245	15.59	x	x	4.1618	-3.15
Thu	08/06/20	256.62029	1.04906	22	0.2352			-0.2352	15.41	x	x	4.1725	-2.97
Fri	08/07/20	256.66555	1.04925	23	0.2459			-0.2459	15.22	x	x	4.1832	-2.78
Mon	08/10/20	256.80132	1.04980	26	0.2781			-0.2781	14.67	x	x	4.2154	-2.23
Tue	08/11/20	256.84658	1.04999	27	0.2889			-0.2889	14.48	x	x	4.2262	-2.04
Wed	08/12/20	256.89184	1.05017	28	0.2996			-0.2996	14.30	x	x	4.2369	-1.86
Thu	08/13/20	256.93710	1.05036	29	0.3104			-0.3104	14.11	x	x	4.2477	-1.67
Fri	08/14/20	256.98235	1.05054	30	0.3212			-0.3212	13.93	x	x	4.2585	-1.49
Mon	08/17/20	257.11813	1.05110	33	0.3535			-0.3535	13.37	x	x	4.2908	-0.93
Tue	08/18/20	257.16339	1.05128	34	0.3642			-0.3642	13.19	x	x	4.3015	-0.75
Wed	08/19/20	257.20865	1.05147	35	0.3750			-0.3750	13.00	x	x	4.3123	-0.56
Thu	08/20/20	257.25390	1.05165	36	0.3858			-0.3858	12.82	x	x	4.3231	-0.38
Fri	08/21/20	257.29916	1.05184	37	0.3966			-0.3966	12.63	x	x	4.3339	-0.19
Mon	08/24/20	257.43494	1.05239	40	0.4290			-0.4290	12.08	x	x	4.3663	0.36
Tue	08/25/20	257.48019	1.05258	41	0.4398			-0.4398	11.89	x	x	4.3771	0.55
Wed	08/26/20	257.52545	1.05276	42	0.4506			-0.4506	11.71	x	x	4.3879	0.73
Thu	08/27/20	257.57071	1.05295	43	0.4614			-0.4614	11.52	x	x	4.3987	0.92
Fri	08/28/20	257.61597	1.05313	44	0.4722			-0.4722	11.34	x	x	4.4095	1.10
Mon	08/31/20	257.75174	1.05369	47	0.5047			-0.5047	10.78	x	x	4.4420	1.66
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	09/01/20	257.79700	1.05387	48	0.5155			-0.5155	10.60	x	x	4.4528	1.84
Wed	09/02/20	257.84047	1.05405	49	0.5263			-0.5263	10.42	x	x	4.4636	2.02
Thu	09/03/20	257.88393	1.05423	50	0.5371			-0.5371	10.24	x	x	4.4744	2.20
Fri	09/04/20	257.92740	1.05441	51	0.5480			-0.5480	10.06	x	x	4.4853	2.38
Mon	09/07/20	258.05780	1.05494	54	0.5805			-0.5805	9.53	x	x	4.5178	2.91
Tue	09/08/20	258.10127	1.05512	55	0.5914			-0.5914	9.35	x	x	4.5287	3.09
Wed	09/09/20	258.14473	1.05530	56	0.6022			-0.6022	9.17	x	x	4.5395	3.27
Thu	09/10/20	258.18820	1.05547	57	0.6131			-0.6131	9.00	x	x	4.5504	3.44
Fri	09/11/20	258.23167	1.05565	58	0.6239			-0.6239	8.82	x	x	4.5612	3.62
Mon	09/14/20	258.36207	1.05618	61	0.6565			-0.6565	8.29	x	x	4.5938	4.15
Tue	09/15/20	258.40553	1.05636	62	0.6674			-0.6674	8.11	x	x	4.6047	4.33
Wed	09/16/20	258.44900	1.05654	63	0.6783			-0.6783	7.93	x	x	4.6156	4.51
Thu	09/17/20	258.49247	1.05672	64	0.6892			-0.6892	7.75	x	x	4.6265	4.69
Fri	09/18/20	258.53593	1.05689	65	0.7000			-0.7000	7.58	x	x	4.6373	4.86
Mon	09/21/20	258.66633	1.05743	68	0.7327			-0.7327	7.04	x	x	4.6700	5.40
Tue	09/22/20	258.70980	1.05761	69	0.7436			-0.7436	6.86	x	x	4.6809	5.58
Wed	09/23/20	258.75327	1.05778	70	0.7545			-0.7545	6.69	x	x	4.6918	5.75
Thu	09/24/20	258.79673	1.05796	71	0.7654			-0.7654	6.51	x	x	4.7027	5.93
Fri	09/25/20	258.84020	1.05814	72	0.7764			-0.7764	6.33	x	x	4.7137	6.11
Mon	09/28/20	258.97060	1.05867	75	0.8091			-0.8091	5.80	x	x	4.7464	6.64
Tue	09/29/20	259.01407	1.05885	76	0.8200			-0.8200	5.62	x	x	4.7573	6.82
Wed	09/30/20	259.05753	1.05903	77	0.8310			-0.8310	5.44	x	x	4.7683	7.00
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Thu	10/01/20	259.10100	1.05920	78	0.8419			-0.8419	5.27	x	x	4.7792	7.17
Fri	10/02/20	259.12735	1.05931	79	0.8528			-0.8528	5.16	x	x	4.7901	7.28
Mon	10/05/20	259.20642	1.05964	82	0.8854			-0.8854	4.83	x	x	4.8227	7.61
Tue	10/06/20	259.23277	1.05974	83	0.8963			-0.8963	4.73	x	x	4.8336	7.71
Wed	10/07/20	259.25913	1.05985	84	0.9072			-0.9072	4.62	x	x	4.8445	7.82
Thu	10/08/20	259.28548	1.05996	85	0.9181			-0.9181	4.51	x	x	4.8554	7.93
Fri	10/09/20	259.31184	1.06007	86	0.9290			-0.9290	4.40	x	x	4.8663	8.04
Mon	10/12/20	259.39090	1.06039	89	0.9617			-0.9617	4.08	x	x	4.8990	8.36
Tue	10/13/20	259.41726	1.06050	90	0.9726			-0.9726	3.97	x	x	4.9099	8.47
Wed	10/14/20	259.44361	1.06061	91	0.9835			-0.9835	3.86	x	x	4.9208	8.58
Thu	10/15/20	259.46997	1.06071	92	0.9944			-0.9944	3.76	x	x	4.9317	8.68
Fri	10/16/20	259.49632	1.06082	93	1.0053			-1.0053	3.65	x	x	4.9426	8.79
Mon	10/19/20	259.57539	1.06114	96	1.0381			-1.0381	3.33	x	x	4.9754	9.11
Tue	10/20/20	259.60174	1.06125	97	1.0490			-1.0490	3.22	x	x	4.9863	9.22
Wed	10/21/20	259.62810	1.06136	98	1.0599			-1.0599	3.11	x	x	4.9972	9.33
Thu	10/22/20	259.65445	1.06147	99	1.0708			-1.0708	3.00	x	x	5.0081	9.44
Fri	10/23/20	259.68081	1.06158	100	1.0818			-1.0818	2.89	x	x	5.0191	9.55
Mon	10/26/20	259.75987	1.06190	103	1.1146			-1.1146	2.57	x	x	5.0519	9.87
Tue	10/27/20	259.78623	1.06201	104	1.1255			-1.1255	2.46	x	x	5.0628	9.98
Wed	10/28/20	259.81258	1.06211	105	1.1364			-1.1364	2.36	x	x	5.0737	10.08
Thu	10/29/20	259.83894	1.06222	106	1.1474			-1.1474	2.25	x	x	5.0847	10.19
Fri	10/30/20	259.86529	1.06233	107	1.1583			-1.1583	2.14	x	x	5.0956	10.30
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Mon	11/02/20	259.93007	1.06259	110	1.1911			-1.1911	1.88	x	x	5.1284	10.56
Tue	11/03/20	259.94213	1.06264	111	1.2020			-1.2020	1.83	x	x	5.1393	10.61
Wed	11/04/20	259.95420	1.06269	112	1.2129			-1.2129	1.78	x	x	5.1502	10.66
Thu	11/05/20	259.96627	1.06274	113	1.2237			-1.2237	1.73	x	x	5.1610	10.71
Fri	11/06/20	259.97833	1.06279	114	1.2346			-1.2346	1.68	x	x	5.1719	10.76
Mon	11/09/20	260.01453	1.06294	117	1.2673			-1.2673	1.53	x	x	5.2046	10.91
Tue	11/10/20	260.02660	1.06299	118	1.2782			-1.2782	1.48	x	x	5.2155	10.96
Wed	11/11/20	260.03867	1.06304	119	1.2891			-1.2891	1.43	x	x	5.2264	11.01
Thu	11/12/20	260.05073	1.06309	120	1.3000			-1.3000	1.38	x	x	5.2373	11.06
Fri	11/13/20	260.06280	1.06314	121	1.3109			-1.3109	1.33	x	x	5.2482	11.11
Mon	11/16/20	260.09900	1.06328	124	1.3435			-1.3435	1.19	x	x	5.2808	11.25
Tue	11/17/20	260.11107	1.06333	125	1.3544			-1.3544	1.14	x	x	5.2917	11.30
Wed	11/18/20	260.12313	1.06338	126	1.3653			-1.3653	1.09	x	x	5.3026	11.35
Thu	11/19/20	260.13520	1.06343	127	1.3762			-1.3762	1.04	x	x	5.3135	11.40
Fri	11/20/20	260.14727	1.06348	128	1.3871			-1.3871	0.99	x	x	5.3244	11.45
Mon	11/23/20	260.18347	1.06363	131	1.4199			-1.4199	0.84	x	x	5.3572	11.60
Tue	11/24/20	260.19553	1.06368	132	1.4308			-1.4308	0.79	x	x	5.3681	11.65
Wed	11/25/20	260.20760	1.06373	133	1.4417			-1.4417	0.74	x	x	5.3790	11.70
Thu	11/26/20	260.21967	1.06378	134	1.4526			-1.4526	0.69	x	x	5.3899	11.75
Fri	11/27/20	260.23173	1.06383	135	1.4635			-1.4635	0.64	x	x	5.4008	11.80
Mon	11/30/20	260.26793	1.06398	138	1.4962			-1.4962	0.49	x	x	5.4335	11.95
Settlement Date top		Ref CPI	Index Ratio	Days	Accrued Interest	Jan Int	Jul Int	Net Interest	OID	Jan Int	Jul Int	Total Interest	OID
Tue	12/01/20	260.28000	1.06402	139	1.5071			-1.5071	0.45	x	x	5.4444	11.99
Wed	12/02/20	260.28348	1.06404	140	1.5180			-1.5180	0.43	x	x	5.4553	12.01
Thu	12/03/20	260.28697	1.06405	141	1.5288			-1.5288	0.42	x	x	5.4661	12.02
Fri	12/04/20	260.29045	1.06407	142	1.5397			-1.5397	0.40	x	x	5.4770	12.04
Mon	12/07/20	260.30090	1.06411	145	1.5723			-1.5723	0.36	x	x	5.5096	12.08
Tue	12/08/20	260.30439	1.06412	146	1.5832			-1.5832	0.35	x	x	5.5205	12.09
Wed	12/09/20	260.30787	1.06414	147	1.5940			-1.5940	0.33	x	x	5.5313	12.11
Thu	12/10/20	260.31135	1.06415	148	1.6049			-1.6049	0.32	x	x	5.5422	12.12
Fri	12/11/20	260.31484	1.06417	149	1.6158			-1.6158	0.30	x	x	5.5531	12.14
Mon	12/14/20	260.32529	1.06421	152	1.6484			-1.6484	0.26	x	x	5.5857	12.18
Tue	12/15/20	260.32877	1.06422	153	1.6592			-1.6592	0.25	x	x	5.5965	12.19
Wed	12/16/20	260.33226	1.06424	154	1.6701			-1.6701	0.23	x	x	5.6074	12.21
Thu	12/17/20	260.33574	1.06425	155	1.6810			-1.6810	0.22	x	x	5.6183	12.22
Fri	12/18/20	260.33923	1.06427	156	1.6918			-1.6918	0.20	x	x	5.6291	12.24
Mon	12/21/20	260.34968	1.06431	159	1.7244			-1.7244	0.16	x	x	5.6617	12.28
Tue	12/22/20	260.35316	1.06432	160	1.7353			-1.7353	0.15	x	x	5.6726	12.29
Wed	12/23/20	260.35665	1.06434	161	1.7462			-1.7462	0.13	x	x	5.6835	12.31
Thu	12/24/20	260.36013	1.06435	162	1.7570			-1.7570	0.12	x	x	5.6943	12.32
Fri	12/25/20	260.36361	1.06437	163	1.7679			-1.7679	0.10	x	x	5.7052	12.34
Mon	12/28/20	260.37406	1.06441	166	1.8005			-1.8005	0.06	x	x	5.7378	12.38
Tue	12/29/20	260.37755	1.06442	167	1.8114			-1.8114	0.05	x	x	5.7487	12.39
Wed	12/30/20	260.38103	1.06444	168	1.8223			-1.8223	0.03	x	x	5.7596	12.41
Thu	12/31/20	260.38452	1.06445	169	1.8331			-1.8331	0.02	x	x	5.7704	12.42
Fri	01/01/21	260.38800	1.06447

Generated 12/10/20 09:32